Yes, partially. From version 13.x onward, Canon supports Wi-Fi and Ethernet tethering for select cameras (e.g., EOS 1D X Mark III, R5). However, USB is far more reliable.
The EDSDK is a development tool, not a standalone program, so "installing" it involves setting up your programming environment: canon edsdk download install
Once your environment is verified, you can move on to capturing images, adjusting exposure programmatically, or building a robotic camera slider. The EDSDK is your key to turning a Canon camera from a consumer device into a programmable imaging instrument. Yes, partially
EDSDK is for non-commercial and commercial use, but redistribution of the SDK binaries requires a license from Canon. partially. From version 13.x onward